Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 8,80% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 474 511 | 474 511 | 51 567 CHF | 56 312 CHF | 99,38% | 99,38% |
19/11/2024 | 8,31% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 444 106 | 444 106 | 51 250 CHF | 55 691 CHF | 99,29% | 99,29% |
18/11/2024 | 7,16% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 387 419 | 387 419 | 52 191 CHF | 56 066 CHF | 99,29% | 99,29% |
15/11/2024 | 6,54% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 355 100 | 355 100 | 52 486 CHF | 56 037 CHF | 99,39% | 99,39% |
14/11/2024 | 7,24% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 393 099 | 393 099 | 52 328 CHF | 56 259 CHF | 99,37% | 99,37% |
13/11/2024 | 6,81% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 369 542 | 369 542 | 52 409 CHF | 56 104 CHF | 99,36% | 99,36% |
12/11/2024 | 6,02% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 320 658 | 320 658 | 51 636 CHF | 54 842 CHF | 99,07% | 99,07% |
11/11/2024 | 5,22% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 283 790 | 283 790 | 52 931 CHF | 55 769 CHF | 99,23% | 99,23% |
08/11/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 292 436 | 292 436 | 53 438 CHF | 56 362 CHF | 99,39% | 99,39% |
07/11/2024 | 5,39% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 295 750 | 295 750 | 53 375 CHF | 56 333 CHF | 99,28% | 99,28% |